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International Macroeconomics and Finance Theory and Econometric Methods

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ISBN-10: 063122288X

ISBN-13: 9780631222880

Edition: 2001

Authors: Nelson C. Mark

List price: $65.95
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Description:

This short, concrete, and to-the-point book guides students through the vast field of conflicting opinions that is international macroeconomics and finance. The book is based on the premise that students benefit most from seeing a balanced treatment of all available views.
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Book details

List price: $65.95
Copyright year: 2001
Publisher: John Wiley & Sons, Incorporated
Publication date: 8/22/2001
Binding: Paperback
Pages: 296
Size: 6.80" wide x 9.70" long x 0.62" tall
Weight: 1.100
Language: English

Preface
Some Institutional Background
International Financial Markets
National Accounting Relations
The Central Bank's Balance Sheet
Some Useful Time-Series Methods
Unrestricted Vector Autoregressions
The Generalized Method of Moments
The Simulated Method of Moments
Unit Roots
Panel Unit-Root Tests
Cointegration
Filtering
The Monetary Model
Purchasing-Power Parity
The Monetary Model of the Balance of Payments
The Monetary Model under Flexible Exchange Rates
Fundamentals and Exchange Rate Volatility
Testing Monetary Model Predictions
Problems
The Lucas Model
The Barter Economy
The One-Money Monetary Economy
The Two-Money Monetary Economy
An Introduction to the Calibration Method
Calibrating the Lucas Model
Appendix: Markov Chains
Problems
International Real Business Cycles
Calibrating the One-Sector Growth Model
Calibrating a Two-Country Model
Foreign Exchange Market Efficiency
Deviations from UIP
Rational Risk Premia
Testing Euler Equations
Apparent Violations of Rationality
The "Peso Problem"
Noise Traders
Problems
The Real Exchange Rate
Some Preliminary Issues
Deviations from the "Law-of-One-Price"
Long-Run Determinants of the Real Exchange Rate
Long-Run Analyses of Real Exchange Rates
Problem
The Mundell -Fleming Model
A Static Mundell -Fleming Model
Dornbusch's Dynamic Mundell -Fleming Model
A Stochastic Mundell -Fleming Model
VAR Analysis of Mundell -Fleming
Appendix: Solving the Dornbusch Model
Problems
The New International Macroeconomics:The Redux Model
Pricing to market
Problems
Target-Zone Models:Fundamentals of Stochastic Calculus
The Continuous-Time Monetary Model
Infinitesimal Marginal Intervention
Discrete Intervention
Eventual Collapse
Imperfect Target-Zone Credibility
Balance-of-Payments Crises:A First-Generation Model
A Second-Generation Model
Bibliography
Author Index
Subject Index